There are plenty of free programs available which convert video files. However, I doubt that any of them can help you because 'dat' isn't a video format. A file with this extension just contains 'raw data' which is used by a specific program. Without having that particular program on your PC, the data is useless. See here:
http://ask-leo.com/whats_a_dat_file.html
If you know what program created the file, you can use that program (assuming that it's on your PC) to open the file and then re-save the information in a recognised video format.
Where did you get the file from?
Chris